-8.2%
EW vs ILMN
-44.7%
+36.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | +4.9% | -2.9% | +7.8% | +5.5% |
| 30D | +23.9% | -23.8% | +47.8% | +29.8% |
| 3M | +15.8% | +7.5% | +8.3% | +12.3% |
| 6M | +31.7% | +42.8% | -11.1% | +19.8% |
| YTD | +25.7% | +57.8% | -32.1% | +11.2% |
| 1Y | +24.4% | +72.6% | -48.2% | +7.9% |
| 3Y | +65.9% | +129.3% | -63.5% | +23.9% |
| All | -8.2% | -44.7% | +36.5% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ILMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling